+15.6%
DIA vs LHX
-9.5%
+25.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -1.6% | -4.3% | +2.7% | -1.1% |
| 30D | -2.0% | -15.1% | +13.1% | -0.3% |
| 3M | +3.6% | -21.0% | +24.6% | +6.4% |
| 6M | +11.5% | -32.0% | +43.5% | +16.9% |
| YTD | +10.4% | -15.3% | +25.7% | +11.0% |
| 1Y | +15.6% | -11.1% | +26.6% | +15.8% |
| All | +15.6% | -9.5% | +25.1% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling